Anic Equity¶

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Total return since start: 0.71 %¶

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Equity now: -----------------------------> 52242.13 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45907.1 Kr¶

PnL: ---------------------------------------> -845.9 Kr¶

DD now: ---------------------------------> -1.653 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 11:33:33.753806'

Anic Portfolio¶

Today¶

Return: -0.141 %¶

This Week¶

Return: -0.141 %¶

Total portfolio value¶

Return including deposits: 71.027 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 -2.530000 679.140000 40.140000 6.280000 638.999984
Biotage 4 0.450000 621.200000 18.200000 3.020000 603.000000
Embracer Group B 26 0.730000 678.990000 16.990000 2.570000 661.999988
Addtech B 3 1.790000 715.800000 15.800000 2.260000 699.999999
Indutrade 5 1.910000 1335.500000 15.500000 1.170000 1320.000000
SynAct Pharma 9 -2.270000 658.800000 13.800000 2.140000 645.000003
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Xvivo Perfusion 3 0.000000 856.500000 11.500000 1.360000 845.000001
Nolato B 12 0.090000 658.800000 10.800000 1.670000 648.000000
Sdiptech B 3 0.220000 831.000000 9.000000 1.090000 822.000000
Addnode Group B 6 1.360000 759.600000 7.600000 1.010000 751.999998
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Vitrolife 3 0.890000 681.600000 4.600000 0.680000 677.000001
Latour B 2 1.570000 453.000000 4.000000 0.890000 449.000000
NCC B 7 -0.270000 656.950000 2.950000 0.450000 653.999997
Fortnox 10 3.550000 670.000000 2.000000 0.300000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Sedana Medical 135 -2.320000 4328.100000 -2.900000 -0.070000 4330.999935
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Lime Technologies 2 -1.350000 586.000000 -7.000000 -1.180000 593.000000
Volati 5 -4.550000 566.000000 -8.000000 -1.390000 574.000000
Sampo Oyj SDB 1 -1.200000 496.000000 -9.000000 -1.780000 505.000000
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
Investor B 3 0.440000 648.450000 -9.550000 -1.450000 657.999999
Humana 40 1.490000 652.800000 -21.200000 -3.150000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 1.330000 2491.520000 -45.480000 -1.790000 2537.000032
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Creades A 7 1.420000 549.500000 -61.500000 -10.070000 610.999998
Investor A 16 0.370000 3468.800000 -76.200000 -2.150000 3545.000000
New Wave B 40 -0.810000 3788.000000 -128.000000 -3.270000 3916.000000
Gaming Innovation Group 161 0.400000 4057.200000 -130.800000 -3.120000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.620000 2564.100000 -402.900000 -13.580000 2966.999993
TOTAL 45907.100000 -845.900000 -1.65326% 46752.999863

Updated:¶

'2023-06-13 11:33:51.016596'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶